A modeling approach to financial time series based on market microstructure model with jumps

Hui Peng, Genshiro Kitagawa, Yoshiyasu Tamura, YanHui Xi, Yemei Qin, Xiaohong Chen. A modeling approach to financial time series based on market microstructure model with jumps. Appl. Soft Comput., 29:40-51, 2015. [doi]

Abstract

Abstract is missing.